+20.9%
MCD vs LUNR
+34.7%
-13.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -1.6% | +24.2% | -25.8% | -1.6% |
| 30D | +14.1% | +18.0% | -3.8% | +14.2% |
| 3M | +0.6% | -26.0% | +26.6% | +0.6% |
| 6M | 0.0% | -63.6% | +63.6% | -0.1% |
| YTD | -9.3% | -19.9% | +10.6% | -9.2% |
| 1Y | -9.3% | +50.1% | -59.4% | -9.2% |
| 3Y | +8.6% | +374.5% | -365.8% | +9.0% |
| All | +20.9% | +34.7% | -13.8% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LUNR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling